2 papers
math.PR2026
Numerical Analysis on Backward Stochastic Differential Equations by Finite Transposition Method
Penghui Wang, Yanqing Wang, Xu Zhang
In this paper, we propose a finite transposition method to solve backward stochastic differential equations (BSDEs, for short). Based on the transposition solution theory for BSDEs…
math.OC2026
Equivalence between time and norm optimal control problems of stochastic differential equations
Yanqing Wang
In this paper, we establish the equivalence between minimal time and minimal norm control problems for controllable stochastic differential equations (SDEs). The core of this equiv…